This question is a tricky one, because all of the lessons that O'Brien teachs Winston are related to obedience and worship of the Party as the all-knowing and all-powerful force that must be followed in all things. Winston, unfortunately, walks away from his time in the Ministry of Love with worship of the Party in his heart. When he was captured and taken in there, he had nothing but hatred for the party.
A few really drastic lessons he learned from O'Brien were that reality is what your mind makes it. So, for example, if you honestly, in your head think that that 2+2=5, then that makes it so. Thinking it makes it truth. O'Brien drills this into Winston's head over and over again. Oceania has always been at war with Eastasia, since the beginning of time--thinking it makes it so. So, Winston learns to think only the things that the party wants him to think, and to believe those things as actual facts and truth. He abandons outside logic, memory or reasoning, and forces himself, through adamant practice, to believe what the party says. Winston states of this exercise,
It was not easy. It needed great powers of reasoning and improvisation...it needed also a sort of athletecism of mind.
But, through much practice, he learns to change his thoughts, and to align them with only the "truth" that the party spouted.
Another awful lesson that Winston learned was that we are all cowards. He had been quite proud of himself for not betraying Julia, meaning, not allowing himself to stop loving her. But, O'Brien and the party take that away from him too. He betrays her, and begs them to unleash the rats on her instead of him. After this, he doesn't love Julia anymore. So not only must the party have your mind, but your heart too. In the end, the last words of the book are "He loved Big Brother," which shows just how well he "learned" the lesson that he must turn over his heart to the party too.
The lessons that O'Brien teach Winston certainly do pertain to not trusting anyone, to knowing that the party is watching you at all times. But also, that in his society, total body, mind and soul obedience to the party was the only option. O'Brian forces these lessons upon him, and he lives out his days a "model" citizen of Oceania as a result. I hope that helped; good luck!